Don't really favor any particular color jighead, but do find myself using red, black, white, and chartreuse the most. I don't even try to color coordinate the jighead to the body color or to contrast them. I haven't yet seen a color on a jighead make all that much difference in getting more strikes than any other, even when using the same style plastic bodies on all rods.
The jigheads I use for trolling methods were purchased with painted heads, because the maker of them painted them ... otherwise, if they'd been unpainted, I'd have been just as happy with them. I don't use painted jigheads for casting, and when asked why I don't I just say ... well, "grey" IS a color.